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The time-fractional Black-Scholes equation (TFBSE) is intended to price the options for which the underlying price fluctuates within a correlated fractal transmission system. Although the TFBSE is an influential approach for grasping the…

Numerical Analysis · Mathematics 2025-08-12 Nizamudheen V , Riyasudheen TK , Noufal Asharaf , Shefeeq T

In this work, we extend the meshfree generalized multiscale exponential integration framework introduced in Nikiforov et al. (2025) to the simulation of three-dimensional advection--diffusion problems in heterogeneous and high-contrast…

In this work, we consider alternative discretizations for PDEs which use expansions involving integral operators to approximate spatial derivatives. These constructions use explicit information within the integral terms, but treat boundary…

Computational Physics · Physics 2024-11-12 Andrew J. Christlieb , Pierson T. Guthrey , William A. Sands , Mathialakan Thavappiragasm

When solving the time-dependent radiative transport equation (RTE), implicit time discretization is often employed for its robustness and stability. This results in a sequence of steady-state RTEs with identical cross-sections but varying…

Numerical Analysis · Mathematics 2026-04-24 Qinchen Song , Lei Zhang , Min Tang

Meshfree radial basis function (RBF) methods are popular tools used to numerically solve partial differential equations (PDEs). They take advantage of being flexible with respect to geometry, easy to implement in higher dimensions, and can…

Numerical Analysis · Mathematics 2018-03-29 G. Garmanjani , R. Cavoretto , M. Esmaeilbeigi

This work is a user guide to the FEMPAR scientific software library. FEMPAR is an open-source object-oriented framework for the simulation of partial differential equations (PDEs) using finite element methods on distributed-memory…

Mathematical Software · Computer Science 2019-11-26 Santiago Badia , Alberto F. Martín

The phase-field approach to brittle fracture provides a continuum framework for modeling crack initiation and propagation without explicit representation of discrete crack surfaces, provided the spatial discretization is fine enough to…

Computational Engineering, Finance, and Science · Computer Science 2026-03-11 Lucas Hermann , Ralf Jänicke , Knut Andreas Meyer , Ulrich Römer

We consider a scalar diffusion equation with a sign-changing coefficient in its principle part. The well-posedness of such problems has already been studied extensively provided that the contrast of the coefficient is non-critical.…

Numerical Analysis · Mathematics 2025-04-11 Martin Halla , Florian Oberender

The Morley finite element method (FEM) is attractive for semilinear problems with the biharmonic operator as a leading term in the stream function vorticity formulation of 2D Navier-Stokes problem and in the von K\'{a}rm\'{a}n equations.…

Numerical Analysis · Mathematics 2019-12-19 Carsten Carstensen , Gouranga Mallik , Neela Nataraj

Partial Differential Equations (PDEs) describe several problems relevant to many fields of applied sciences, and their discrete counterparts typically involve the solution of sparse linear systems. In this context, we focus on the analysis…

Numerical Analysis · Mathematics 2022-01-17 Antonella Galizia , Simone Cammarasana , Andrea Clematis , Giuseppe Patane'

This note introduces a novel numerical analysis framework for the incompressible Navier-Stokes equations based on Besov spaces. The key contribution of this note is to establish the stability and convergence of a semi-implicit time-stepping…

Numerical Analysis · Mathematics 2025-09-30 Xinyu Cheng , Zhaonan Luo , Sheng Wang

Bifurcations mark qualitative changes of long-term behavior in dynamical systems and can often signal sudden ("hard") transitions or catastrophic events (divergences). Accurately locating them is critical not just for deeper understanding…

Machine Learning · Computer Science 2024-06-18 Yorgos M. Psarellis , Themistoklis P. Sapsis , Ioannis G. Kevrekidis

A well-established approach for inferring full displacement and stress fields from possibly sparse data is to calibrate the parameter of a given constitutive model using a Bayesian update. After calibration, a (stochastic) forward…

Computational Engineering, Finance, and Science · Computer Science 2023-08-09 Vahab B. Narouie , Henning Wessels , Ulrich Römer

Mixed-dimensional partial differential equations (PDEs) are characterized by coupled operators defined on domains of varying dimensions and pose significant computational challenges due to their inherent ill-conditioning. Moreover, the…

Numerical Analysis · Mathematics 2025-05-14 Nunzio Dimola , Nicola Rares Franco , Paolo Zunino

The MFEM (Modular Finite Element Methods) library is a high-performance C++ library for finite element discretizations. MFEM supports numerous types of finite element methods and is the discretization engine powering many computational…

We develop a framework for efficiently transforming certain approximation algorithms into differentially-private variants, in a black-box manner. Specifically, our results focus on algorithms A that output an approximation to a function f…

Data Structures and Algorithms · Computer Science 2023-09-12 Jeremiah Blocki , Elena Grigorescu , Tamalika Mukherjee , Samson Zhou

We explore how the analysis of the Carleman linearization can be extended to dynamical systems on infinite-dimensional Hilbert spaces with quadratic nonlinearities. We demonstrate the well-posedness and convergence of the truncated Carleman…

Numerical Analysis · Mathematics 2025-10-02 Bernhard Heinzelreiter , John W. Pearson

Unfitted finite element methods, e.g., extended finite element techniques or the so-called finite cell method, have a great potential for large scale simulations, since they avoid the generation of body-fitted meshes and the use of graph…

Numerical Analysis · Mathematics 2021-09-29 Santiago Badia , Francesc Verdugo

The behavior of many dynamical systems follow complex, yet still unknown partial differential equations (PDEs). While several machine learning methods have been proposed to learn PDEs directly from data, previous methods are limited to…

Machine Learning · Computer Science 2021-02-01 Valerii Iakovlev , Markus Heinonen , Harri Lähdesmäki

This paper presents eigensolution and non-modal analyses for immersed boundary methods (IBMs) based on volume penalization for the linear advection equation. This approach is used to analyze the behavior of flux reconstruction (FR)…

Numerical Analysis · Mathematics 2021-11-09 Jiaqing Kou , Aurelio Hurtado-de-Mendoza , Saumitra Joshi , Soledad Le Clainche , Esteban Ferrer
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